+161.4%
APA vs SPY
+82.8%
+78.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +23.4% | +0.1% | +23.3% | +23.2% |
| 3M | +12.7% | +2.0% | +10.7% | +9.5% |
| 6M | +39.4% | +13.0% | +26.4% | +18.9% |
| YTD | +79.0% | +13.5% | +65.4% | +51.5% |
| 1Y | +88.8% | +20.0% | +68.9% | +48.8% |
| 3Y | +6.4% | +77.2% | -70.8% | -47.5% |
| All | +161.4% | +82.8% | +78.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling